The objective of this study is to make comparisons of the severity of the psychological distress, behavioral problems and traumatic stress reactions, and experiences of unaccompanied refugee minors (URMs) with immigrant/refugee (I/R) and Dutch (native) adolescents with parental caregivers (N = 3273). Self-report questionnaires were administered. Most assessments took place at school. URMs consistently reported significantly higher scores for internalizing problems, traumatic stress reactions, and stressful life events than all other groups. Gender appears to play an important role in the native and I/R samples in reporting psychological distress, behavioral problems, and traumatic stress reactions. Older age was significantly related to higher scores only in the URM group. Natives scored higher on externalizing problems than the other groups. URMs reported to have experienced twice as many stressful life events than I/Rs and natives. URMs appear to be at significantly higher risk for the development of psychopathology than refugee adolescents living with a family member, immigrants, or Dutch adolescents.